Provides summary for an object of class 'msel'.
# S3 method for msel
summary(object, ..., vcov = NULL, show_ind = FALSE)Returns an object of class 'summary.msel'.
object of class 'msel'
further arguments (currently ignored)
positively defined numeric matrix representing
asymptotic variance-covariance matrix of the estimator to be
used for calculation of standard errors and p-values. It may also be a
character. Then vcov.msel function
will be used which input argument type will be set to vcov.
If estimator = "2step" then vcov should be an estimate of the
asymptotic covariance matrix of the first step estimator.
logical; if TRUE then indexes of parameters will be
shown. Particularly, these indexes may be used in ind element of
regularization parameter of msel.
If vcov is NULL then this function just changes the
class of the 'msel' object to 'summary.msel'. Otherwise it
additionally changes object$cov to vcov and use it to
recalculate object$se, object$p_value and object$tbl
values. It also adds the value of ind argument to the object.